Lecture Notes in Control and Information Sciences 197

Editor: M. Thoma J. Henry and J.-P. Yvon (Eds.)

System Modelling and Optimization

Proceedings of the 16th IFIP-TC7 Conference, Compiegne, France- July 5-9, 1993

Springer-Verlag London Ltd. Series Advisory Board

A. Bensoussan · M.J. Grimble · P. Kokotovic · H. Kwakemaak J.L. Massey · Y. Z. Tsypkin

Editors

Jacques Henry INRIA, Domaine de Voluceau, Rocquencourt, BP105, 78153 Le Chesnay cedex, France

Jean-Pierre Yvon Departement de Genie Informatique, Universite de Technologie de Compiegne, BP649, 60206 Compiegne cedex, France

ISBN 978-3-540-19893-2 ISBN 978-3-540-39337-5 (eBook) DOI 10.1007/978-3-540-39337-5

British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library

Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patenta Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms of licences issued by the Copyright Licensing Agency. Enquiries conceming reproduction outside those terms should be sent to the publishers.

The publisher makes no representation, express or implied, with re gard to the accuracy of the information contained in this book and cannot accept any legal responsibility or liability for any errors or omissions that may be made.

Typesetting: Camera ready by contributors

69/3830-543210 Printed on acid-free paper FOREWORD

The 16th IFIP Conference on System Modelling and Optimization was held at the University of Technology of Compi~gne (UTC), July 5-9, 1993. It was organized jointly by UTC and INRIA (Institut National de Recherche en Informatique et en Automatique).

It was a challenge to organize such a conference in a medium size town after Ztirich, Leipzig, Tokyo .... Nevertheless the attendance exceeded 270 participants; over 200 papers 1 as well as 10 plenary lectures were presented. This success is partly due to the help and support of local authorities: Conseil Rtgional de Picardie, Conseil Gtntral de l'Oise and Vitle de Compi~gne.

These proceedings contain a collection of papers resulting from a second selection (reviewing process during the conference). As some authors had commitments to publish their results in other publications, a small amount of good papers is missing.

This conference is the biennial general conference of the IFIP Technical Committee 7 (System Modelling and Optimization) and it reflects the activity of its members and working groups. It was co-sponsored by IFAC, ERCIM, AFCET, SMAI, SMF and benefitted from the financial support of CNRS, Minist~re de l'Education Nationale, DRET and EDF.

We express our cordial thanks to members of the International Program Committee and Local Program Committee. Among the many people who helped us in organizing the conference we want to address our special thanks to

• Claude LEMARECHAL and Jacques CARLIER who were the cornerstone of the reviewing process and organization of sessions.

• Corinne FERET who was in charge of registration and financial aspects.

• Franq.ois TAPISSIER, whose drive and efficiency have been particularly appreciated by most participants.

• and, last but not least, Ghislaine JOLY-BLANCHARD who was the kingpin of the organization.

Jacques HENRY J.-P. YVON

1(selected among 400 submittedpapers) International Programme Committee P. THOFT-CHRISTENSEN University of Aalborg, DK A.V. BALAKRISHNAN University of California, USA A. BENSOUSSAN INRIA, F R.E. BURKARD Technische Universit/it Graz, A J. DOLEZAL Czechoslovakia Acad. Sciences, CS I.V. EVSTIGNEEV Academy of Sciences, Russia E.G. EVTUSHENKO Academy of Sciences, Russia S.D. FLAM University of Bergen, N U.G. HAUSSMANN University of British Columbia, CND J. HENRY tNRIA-Rocquencourt, F M. IRI University of Tokyo, J P. KALL University of Zurich, CH A. KALLIAUER Oesterr. Elektr. Wirtsch, A W. KRABS Technische Hochschule Darmstadt, D A.B. KURZHANSKI IIASA, A I. LASIECKA University of Virginia, USA C. LEMARECHAL INRIA-Rocquencourt, F M. LUCERTINI Universita di Roma, I K. MALANOWSKI Polish Academy of Sciences, PL M. MANSOUR ETH-Zentrum, CH M.J.D. POWELL University of Cambridge, GB R.T. ROCKAFELLAR University of Washington, USA W.L RUNGGALDIER Univ. degli studi di Padova, I HJ. SEBASTIAN Tech. Hochschule Leipzig, D J. STOER Universit~t Wiirzburg, D J.P. VIAL Universit6 de Gen~ve, CH J.P. YVON UTC et INRIA-Rocquencourt, F J. ZOWE Universit~it Bayreuth, D

Local Organizing Committee A. BAMBERGER IFP J. BLUM Universit6 de Grenoble J.D. BOISSONNAT INRIA-Sophia Antipolis J. CARLIER UTC G. COHEN Ecote des Mines de Paris B. CORNET Ecole Polytechnique J.C. DODU EDF N. EL KAROUI Universit6 Paris VI G. FAYOLLE INRIA-Rocquencourt J. HENRY INRIA-Rocquencourt J.B. HIRIART-URRUTY Universit6 Paul Sabatier G. JOLY-BLANCHARD UTC C. LEMARECHAL INRIA-Rocquencourt C. MALIVERT Universit6 de Limoges E. PARDOUX Universit6 de Provence M.C. PORTMAN Ecole des Mines de Nancy E. ROFMAN INRIA-Rocquencourt C. ROUCAIROL INRIA-Rocquencourt J.P. UHRY ALMA J.P. YVON UTC & INRIA-Rocquencourt Organization

C. GENEST INRIA-Rocquencourt F. TAPISSIER INRIA-Rocquencourt C. DEBLOIS UTC C. FERET UTC

The conference benefitted from the financial support of :

- Centre National de la Recherche Scientifique (CNRS) - Conseil G6n6ml de l'Oise - Conseil R6gional de Picardie - Minist~re de l'Education Nationale (DAGIC) - Direction de la Recherche et des Etudes Techniques (DRET) - Electricit6 de France (EDF) - Ville de Compi~gne

Some participants were supported by

- Minist~re de l'Enseignement Sup6rieur et de la Recherche (Programme ACCES). - INRIA-RSI

Sponsorships

- Soci6t6 MathEmatique de France (SMF) - European Research Consortium for Informatics and Mathematics (ERCIM) - Association Franqaise des Sciences et Technologies de l'Information et des syst~mes (AFCET) - International Federation of Automatic Control (IFAC) - Soci6t6 de Math6matiques Appliqu6es et Industrielles (SMAI) Authors index

AINSEBA B.E. 590 JEANBLANC-PICQUE M. 551 PHILLIPS R.L. 907 BABICHEV A,B. 355 JOLY BLANCHARD G. 716 PLANTIE L. 660 BARACK R.A. 375 KABZINSKI L 466 PORTMANN M.C. 795 BENARD C. 612 KALL P, 3 PRONZATO L. 383 BENCHIMOL P. 660 KASHEVAROVA T.P. 355 PTUSKIN A. 957 BERGOUNIOUX M. 624 KERNEVEZ L P. 590, 670 RADJEF M.S. 527 BERTOLINO F. 967 KESSEL H.M. 967 RAICONI G. 600 BIANCO L. 785 KLATFE D. 167 RAO B. 698 BODART O. 670 KOAKUTSU S. 268, 885 REMPALA R. 560 BOTKIN N.D. 835 KOCVARA M. 195 RENTZ O, 746 BRANNLUND U. I77 KOLOKOLOV A.A. 756 ROGOWSKI A. 634 BURAN P. 345 KORA R. 50 I ROMA M. 206 BURDAKOV O. 225 KOTANKO P, 4[2 ROOS T. 855 CAROTENUTO L. 600 KOVANIC P. 375 ROUSSEL G. 82 ! CARLIER J. 865 KUMAR V, 55 RUCH M. 746 CASAS E. 652 LACOLLE B. 845 RUUTH S. 739 CASTRO J. 875 LAHDELMA R, 739 SAGAI S. 811 CEGIELSKI A. 187 LEMARE(CHAL C. 144 SAGASTIZABAL C. 144 CHAZELLE B. 42 LESCRENIER M, J.A. 805 SAMBORSKI S.N. 447, 456 CHERRUAULT Y. 690 LESHCHENKO A.S. 355 SCHARFETFER H. 402 CHUDEJ K. 491 LESUEUR P. 50i SCHUSTER R. 365 CIVIDINI A. 567 LEVINE W.S. 23 SCHUSTER S, 365 DAI W.H. 278 LEVNER E. 957 SECK O. 642 DELL'OLMO 785 LI W. 278 SEMENOV A.L. 355 DIAZ J.I. 128 LI Y. 865 SEN P. 761 DOLEZAL J. 345 LIMNIOS N. 951 SHIINA T, 811 DRAGAN I. 289 LIU H.G. 612 SHOOMAN M.L. 941 DU Z.-P. 918 LUCE R. 590 SIVIERO S. 567 EL BADIA A. 579 LUCIDI S. 206 SKRABAL F. 412 EVSTIGNEEV I.V, 315 LUTTON L L. 865 SKULIMOWSKI A. M.J. 771 EVTUSHENKO Y.G. 215 MALANOWSKI K. 109, 479 SLOBODINSKAIA T.V. 521 FAMULARO D. 600 M,g,NN1KKO T. 670 SPENGLER Th. 746 FAYBUSOVITCH L. 237 MAOUCHE S. 821 STARKOV K.E. 475 FELGENHAUER U. 225 MARSHALL C. 941 STREKALOVSKY A. 261 FERNANDEZ L.A. 652 MASLOV V.P. 456 STYCZEN K. 680 FINEL B. 795 MAURER H. 437 SZAFRAN N. 845 FRAUENDORFER K. 332 MESSINA E. 320 TAMMER C. 248 FUJII Y. 811 MONTSENY G. 660 TRAJANOSKI Z. 412 FUNKE B. 306 MOTI'ELET S. 716 TRIGGIANI R. 70 GAIVORONSKI A,A. 320 MYSLINSK! A. 727 TUROVA-BOTKINA V. L. 835 GAJDA J. 393 NABONA N. 875 UNO T. 885 GENS G. 957 NARI'YANI A.S. 355 VALENTIN P. 845 GRAMA A.Y. 55 NIANE M. T, 642 VILLON P. 501 GREENWOOD P.E. 315 NICHOLSON A.J. 918 WACH P. 412 GREGA W. 928 NICOLAI M. 746 WALTER E. 383 GUERRIER B. 612 NITKA-STYCZEN K. 680 WANG X. 612 HALLER P. 967 ODEH K. 951 WARCHOL M. 479 HAURIE A. 90 ONIZUKA K. 895 WIDMAYER P. 855 HILGETAG C. 365 OUTRATA J,V. 195 YANG J.B. 761 HIRATA H. 268, 885 PENG Y.B. 278 YE J.J. 541 HOFER T. 365 PESCH H.J. 437 YONG J. 652 HOFFMAN A. 425 PETROSJAN L.A. 513 YVON J.P. 716 HORN M.A. 706 ZAKHAROV V.V. 298 HUTI~N H. 402 ZHADAN V.G. 215 ZUCKERMAN D. 957 Contents

I - INVITED PRESENTATIONS Solution methods in stochastic programming P. KALL (IOR, University of Zurich, Switzerland) 3 Some uses of optimization for studying the control of animal movement W. S. LEVINE ( University of Maryland, U.S.A.) 23 Deterministic sampling and optimisafion B. CHAZELLE (Princeton University, U.S.A.) 42 Parallel search algorithms for discrete optimization problems V. KUMAR, A.Y. GRAMA (University of Minnesota, U.S.A.) 55 MAn-maxgame theory for partial differential equations with boundary/pointcontrol and disturbance. An abstract approach R. TRIGGIANI (University of Virginia, U.S.A.) 70 Stochastic differential games in economic modeling A. HAURIE (Universit6 de Gen~ve, Suisse) 90 Stability and sensitivity analysis of solutions to infinite-dimensionaloptimization problems K. MALANOWSKI (Polish Academy of Sciences, Warsaw, Poland) 109 Approximate controllability for some nonlinear parabolic problems J.I. DIAZ (Universidad complutense de Madrid, Spain) 128 An approach to variable metric bundle methods C. LEMARECHAL, C. SAGASTIZABAL (INRIA-Rocquencourt, France) 144

II - CONTRIBUTED PAPERS

[ 1. Non linear programming ]

IA. Stability Perturbation of stationary solutions in semi-infiniteoptimization D. KLAqTE (Universitat Zfirich, Switzerland) 167 lB. Convex problems A descent method with relaxation type step U. BRP~NNLUND (Royal Institute of Technology, Stockholm, Sweden) 177 Projection onto an acute cone and convex feasibility problem A. CEGIELSKI (Institute of mathematics, Zielona Gora, Poland) 187 A numerical approach to the desgin of masonry structures M. KOCVARA, J.V. OUTRATA (Czech Academy of Sciences, Praha, Czech Republic) 195 IC. Algorithms Nonmonotone conjugate gradient methods for optimization S. LUCIDI, M. ROMA (Universita di Roma "La Sapienza", Italy) 206 xiv

Barrier-Newton methods in mathematical programming Y.G. EVTUSHENKO, V.G. ZHADAN (Computer Center, Moscow, Russia) 215 Stable multipoint secant methods with released requirements to points position O. BURDAKOV (Computer Center of the Russian Academy of Sciences, Moscow, Russia) & U. FELGENHAUER ( Technical University of Dresden, Germany) 225 Dikin's algorithm for matrix linear programming problems L. FAYBUSOVITCH (University of Notre Dame, U.S.A.) 237 A variational principle and a fixed point theorem C. TAMMER (Martin-Luther Universitiit, Halle, Germany) 248

[ 2. Global optimization ] On global search based on global optimality conditions A. STREKALOVSKY (lrkutsk State University, Russia) 261 Genetic simulated annealing for floorplan design S. KOAKUTSU, H. HIRATA (Chiba University, Japan) 268 Applications of simulated annealing to district heating network design and extension, to CMOS circuits sizing and to f'dter bank design W. LI, Y.B. PENG, W.H. DAI (Swiss Federal Institute of Technology, Lausanne, Switzerland) 278

[ 3. Game theory' [ Gale's feasibility theorem on network flows and a bargaining set for cooperative TU games I. DRAGAN (University of Texas at Arlington, U.S.A.) 289 One approach to allocating the damage to environment V.V. ZAKHAROV (S. Petersburg University) 298 Local vector optimization within a configuration process B. FUNKE (Elite Foundation, Aachen, Germany) 306

[ 4. Stochastic programming [ Stochastic extrema, splitting random elements and models of crack formation I.V. EVSTIGNEEV (University of Bonn, Germany) & P.E. GREENWOOD (University of British Columbia, Canada) 315 Stochastic optimization algorithms for regenerative DEDS A.A. GAIVORONSKI (ITALTEL, Milano, Italy), E. MESSINA (Universita degli studi di Milano, Italy) 320 Stochastic dynamic optimization: modelling and methodological aspects K. FRAUENDORFER (University of St. Gallen, Switzerland) 332

[ 5. Modell!n[~ and parameter estimation I Modelling, control and optimization of mechanical systems with open chains in robotics P. BURA~, J. DOLEZAL (Academy of Sciences of the Czech Republic) 345 XV

A new approach to solving algebraic systems by means of sub-definite models A.S. NARIN'YANI, A.L. SEMENOV, A.B. BABICHEV, T.P. KASHEVAROVA, A.S. LESHCHENKO (Research Institute of Articial Intelligence, Novosibirsk, Russia) 355 Use of convex analysis for the modelling of biochemical reaction systems S. SCHUSTER, T. HOFER, C. HILGETAG, R. SCHUSTER 365 (Humboldt-Universit~itzu Berlin, Germany) Robust survival model as an optimization problem P. KOVANIC, R. A. BARACK (UTIA CSAV, Prague, Czechoslovakia) 375 Maximum-volumeellipsoids contained in bounded convex sets: application to batch and on-line parameter bounding L. PRONZATO (CNRS URA-1376, Valbonne, France), E. WALTER (CNRS-ESE, Gif-sur-Yvette, France) 383 Optimal identificationof the flotation process J. GAJDA (Universiy of Mining and Metallurgy, Krakow, Poland) 393 Computer model for simulatingcontrol of the water and electrolyte state in the human body H. SCHARFETIER, H. HUTTEN (Graz University of Technology, Austria) 402 Subcutaneous insulin absorption model for parameter estimation from time-course of plasma insulin Z. TRAJANOSKI, P. WACH (Graz University of Technology, Austria), P. KOTANKO, F. SKRABAL (Department of Internal Medicine, Graz, Austria) 412

[ 6. Control theory' ] Duality and optimality conditions for infinite dimensional optimization problems A. HOFFMAN (Institute of Mathematics, Illmenau, Germany) 425 Solution differentiabilityfor parametric nonlinear control problems with inequality constraints H. MAURER (Wesffalische Wilhelms-Universit~tMUnster, Germany), H. J. PESCH (Technische Universit~t Mtinchen, Germany) 437 Spectral idempotem analysis and estimates of the Bellman function S. N. SAMBORSKI (Universit6 de Caen, France) 447 Boundary value problems for stationary HamJlton-Jacobiand Bellman equations V. P. MASLOV (Russian Academy of Sciences, Moscow, Russia) S. N. SAMBORSKI (Universit6 de Caen, France) 456 Optimal, piecewise constant control with bounded number of discontinuities J. KABZh'qSKI (Technical University, Lodz, Poland) 466 Observers for polynomial vector fields of odd degree K.E. STARKOV (Russian Academy of Sciences, Moscow, Russia) 475 Algorithm for solution of optimization problems under multiple scenarios of uncontrolled inputs M. WARCHOL, K. MALINOWSKI (Potitechnicki Warszawskiej, Poland) 479 Optimization of the stage separation and the flight path of a future launch vehicle K. CHUDEJ (Technische Universit~tMfinchen, Germany) 491 A real-time optimal control algorithmfor water treatment plants R. KORA, P. LESUEUR, P. VILLON 501 (Lyonnaise des Eaux Dumez et U.T.C., Compi~gne, France) xvi

[ 7. Differential games [ Strongly time consistent optimalityprinciples for the game with discount payoffs L.A. PETROSJAN (St. Petersburg University, Russia) 513 The detection probabilities in simultaneous pursuit games T. V. SLOBODINSKAIA (St. Petersburg University, Russia) 521

The ~-com of the positional differential cooperative game M. S. RADJEF (LAMOS, University of Bejaia, Algeria) 527

[ 8. Stochastic control and application to economy [ Generalized BeUman-Hamihon-Jacobi equations for piecewise deterministic Markov processes J. J. YE (University of Victoria, Canada) 541 An application of impulse control method to target zone problem M. JEANBLANC-PICQUI~ (Universit~ d'Evry-Val d'Essonne, France) 551 Optimal strategy in a trading problem with stochastic prices R. REMPALA ~olish Academy of Sciences, Warszawa, Poland) 560 Evaluating welfare losses due to the use of approximated stochastic optimal control algorithms: an application to the Banca d'Italiaquarterly model A. CIVIDINI, S. SIVIERO (Banca d'Italia, Roma, Italy) 567

[ 9. Distribute d parameter systems [ 9A. Identification Unique continuation Mizohata theorem and inverse problems for heat equations A. EL BADIA (Universit6 de Technologic de Compi~gne, France) 579 Identification of parameters in non linear problems with missing data. Application to the identification of pollutions in a fiver B.E. AINSEBA, J.P. KERNEVEZ (Universit6 de Technologic de Compi~gne, France), R. LUCE (Universit6 de Pan, France) 590 Boundary condition identification from noisy pointwise measurements for elliptic distributed parameter systems L. CAROTENUTO, D. FAMULARO (Universita della Calabria, D.E.I.S., Italy), G. RAICONI (Universita di Salerno, Italy) 600 Inve~e 2D phase change problem C. BENARD, B. GUERRIER, H.G. LIU, X. WANG 612 (FAST-URA 871 - CNRS, Orsay, France) 9B. Control theory - Controllability A Lagrangian algorithm for state constrained boundary control problems M. BERGOUNIOUX (Universit¢ d'Orl~ans, France) 624 Duality for nonconvex optimal control problems governed by parabolic, periodical sytems in complex Hilbert spaces. Necessary and sufficient optimality conditions A. ROGOWSKI (Lodz University, Poland) 634 xvii

Exact controllabilityof the wave equation in a polygonal domain with cracks by acting on a neighbourhood of the boundary M. T. NIANE (Universit6 de Saint Louis, S6n6gal), O. SECK COniversit6 de Dakar, S~n6gal) 642 Optimal control problems.of quasilinear parabolic equations E. CASAS, L. A. FERNANDEZ (Universidad de Cantabria, Santander, Spain) & J. YONG (Fudan University, Shanghai, China) 652 Characterization of controllability via a regular function: example of the vibrating string G. MONTSENY, P. BENCHIMOL, L. PLANTIE (LAAS - CNRS, Toulouse, France) 660 9C. Algorithm Numerical methods to compute sentinels for parabolic systems with an application to source terms identification T. M~NNIKKO (University of Jyviiskylii, Finland), O. BODART, J.-P. KERNEVEZ (Universit6 de Technologic de Compi~gne, France) 670 Optimal periodic control for distributed-parameter systems via reduced gradient methods K. STYCZEN, K.NITKA-STYCZElq (Technical University of Wroclaw, Poland) 680 Adomian's method applied to identification and optimal control problems Y. CHERRUAULT (Universit6 Paris VI, France) 690 9D. Application A remark on stabilization of the SCOLE model with an a priori bounded boundary control B. RAO (Universit6 de Nancy I & INRIA Lorraine, France) 698 Nonlinear boundary stabilization of a Von Kamagn plate via bending moments only M.A. HORN (University of Minnesota, U.S.A.) 706 Design of a feedback controller for wave generators in a canal using Hoo methods S. MOTTELET, G. JOLY BLANCHARD, J.-P. YVON (Universit6 de Compi~gne, France) 716 9E. Shape optimization Shape optimization of nonlinearcontact problems with prescribed friction A. MYSLINSKI (System Research Institute, Warsaw, Poland) 727

[ 10. D!screte optimization I

A modified Benders' decomposition technique for solving large scale unit commitment problems R. LAHDELMA, S. RUUTH (Helsinki University of Technology, Espoo, Finland) 739 Development of a mixed integer programming model for the optimal recycling of demolition waste Th. SPENGLER, M. NICOLAI, O. RENTZ, M. RUCH 746 (University of Karlsruhe-DFIU, Germany) On the L-structure of integer linear prOgramming problems A. A. KOLOKOLOV (Russian Academy of Sciences, Omsk, Russia) 756 An artificial neural network approach for nonlinearoptimization with discrete design variables J.B. YANG, P. SEN (University of Newcastle upon Tyne, U.K.) 761 Optimizing the structure of a partitioned population A. M. J. SKULIMOWSKI (University of Mining & Metallurgy, Cracow, Poland & Hochschule 771 St. Gallen, Switzerland) xviii

[ 11. Combinatorial optimization and manufaeturin 8 ] The minimization of resource costs in scheduling independent tasks with fixed completion time L. BIANCO, P. DELL'OLMO (I.A.S.I.-C.N.R., University of Rome, Italia) 785 A stochastic scheduling problem issued from iron and steel industry: some results B. FINEL (INRIA-Lorralne, France), M-C. PORTMANN (Ecole des Mines, I.N.P.L., & INRIA-Lorraine, Nancy, France) 795 A decision aid tool for deliveries planning in a cement plant M. J.A. LESCRENIER (ARBED, Luxembourg) 805 An estimation of energy saving potential by the allocation of co-generation systems S. SAGAI (1), Y. FUJII (2), T. SHIINA (I) 811 (1) Central Research Institute of Electric Power Industry, Tokyo, Japan) (2) Bunkyo University, Kanagawa, Japan) llA. Combinatorial geometry Automatic lay planning for irregular shapes on plain fabric. Search in direct graph and A e e-admissible resolution G. ROUSSEL, S. MAOUCHE (Universit6des Sciences et Technologies de Lille, France) 821

I 12. Computational Geometry [ An algorithm for finding the Chebyshev center of a convex polyhedron N. D. BOTKIN, V. L. TUROVA-BOTK/NA (lnsitut f'tirAngewandte Mathematik und Smtisl~ 835 der Universitat WiJrzburg, Deutschland) Zonohedra, zonoids and mixtures management B. LACOLLE, N. SZAFRAN (Universit6 Joseph Fourier, Grenoble, France), P. VALENTIN (ELF-France, St Symphorien, France) 845 k-violation linear programming T. ROOS, P, WIDMAYER (ETH Zentrum, Ztirich, Switzerland) 855

[ 13. Networks ] Evaluation of telecommunicationnetwork performances J. CARLIER, Y. LI (Universit6 de Technologie de Compi~gne, France), J.-L. LLrI'rON (CNET/PAA/ATR, Issy les Moulineaux, France) 865 Nonlinear multicommodity network flows through primal partitioning and comparison with alternativemethods J. CASTRO, N. NABONA (Universita Politecnica de Catalunya, Barcelona, Spain) 875 A flow network model based on information, and its stability: an application to ecological systems H. HIRATA, T. UNO, S. KOAKUTSU (Chiba University, Japan) 885 Super low frequency response of water distribution networks with application K. ONIZUKA (Tokyo University of Agriculture and Technology, Japan) 895 xix

I 14. Transportation systems [ A marginal-value approach to airline origin & destination revenue management R.L. PHILLIPS (Decision Focus Incorporated, U.S.A.) 907 Sensitivity analysis for degradable transportation systems Z.-P. DU, A. J. NICHOLSON (University of Canterbury, Christchurch, New Zealand) 918 Convergence and optimality of two-step algorithms for public transportation system optimization W. GREGA (Technical University of Mining and Metallurgy, Krakow, Poland) 928

I 15. Reliability I

A mathematical formulation of reliability optimized design M. L. SHOOMAN, C. MARSHALL (Polytechnic University, N.Y., U.S.A.) 941 An efficient method for probability evaluation of a fault-tree K. ODEH, N. LIMNIOS (Universit6 de Technologie de Compi~gne, France) 951 Optimal strategies for the preventive maintenance of real-time repairable systems E. LEVNER, D. ZUCKERMAN (The Hebrew University of Jerusalem, Israel) G. GENS (Moscow Institute of Automation, Moscow, Russia) A. PTUSKIN (Central Economic Mathematical Institute, Moscow, Russia) 957 Simulation of structural members taking into account the material distribution and the correlation H. M. KESSEL (Labor diir Holztechnik, Hildesheim, Germany) P. HALLER (IBOIS, Lausanne, Switzerland) F. BERTOLINO OMAC, Lausanne, Switzerland) 967